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A Note on the Negative Moments of a Truncated Poisson Variate

M. L. Tiku

Journal of the American Statistical Association · 1964 · Volume 59 · Issue 308

DOI: 10.1080/01621459.1964.10480764

Abstract

A Laguerre series expansion of a Poisson distribution is developed in terms of Laguerre polynomials and Gamma density function. An approximation to the first negative moment of a Poisson variate is obtained and compared numerically with its exact values.

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